Linear combinations of order statistics to estimate the position and scale parameters of the generalized Pareto distribution
From MaRDI portal
Publication:1864459
DOI10.1007/s00477-001-0080-2zbMath1028.62036OpenAlexW4247081777MaRDI QIDQ1864459
Publication date: 18 March 2003
Published in: Stochastic Environmental Research and Risk Assessment (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00477-001-0080-2
order statisticsscale parametershape parametergeneralized Pareto distributionextreme eventsposition parameter
Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Point estimation (62F10) Order statistics; empirical distribution functions (62G30)
Related Items
Comprehensive evaluation of regional flood frequency analysis by L- and LH-moments. II: Development of LH-moments parameters for the generalized Pareto and generalized logistic distributions, A statistical test procedure for the shape parameter of a generalized Pareto distribution, A bivariate Pareto model for drought, Parameter estimation of the generalized Pareto distribution. II, Statistical Inference for the Generalized Pareto Distribution: Maximum Likelihood Revisited